Refs EA31337-classes/EA31337-indicators-other#13, EA31337-classes/EA31337-indicators-other#15. WIP. TDI-RT-Clone and Heiken_Ashi_Smoothed indicators made to work in MT5.

Author: nseam

Indicator.define.h

@@ -116,7 +116,7 @@ class DrawIndicator;
       _obj.SetHandle(_handle);                                                                             \
     }                                                                                                      \
   }                                                                                                        \
-  if (Terminal::IsVisualMode()) {                                                                          \
+  if (false && Terminal::IsVisualMode()) {                                                                 \
     /* To avoid error 4806 (ERR_INDICATOR_DATA_NOT_FOUND), */                                              \
     /* we check the number of calculated data only in visual mode. */                                      \
     int _bars_calc = BarsCalculated(_handle);                                                              \
@@ -128,6 +128,7 @@ class DrawIndicator;
     }                                                                                                      \
   }                                                                                                        \
   if (CopyBuffer(_handle, MODE, SHIFT, 1, _res) < 0) {                                                     \
+    Print(#NATIVE_METHOD_CALL, " = ", _res[0], ", LE = ", _LastError);                                     \
     return ArraySize(_res) > 0 ? _res[0] : EMPTY_VALUE;                                                    \
   }                                                                                                        \
   return _res[0];

IndicatorLegacy.h

@@ -7,13 +7,28 @@
 #pragma once
 #endif
 
+#ifdef INDICATOR_LEGACY_VERSION_MT4
+#define INDICATOR_LEGACY_VERSION_DEFINED
+#endif
+
+#ifdef INDICATOR_LEGACY_VERSION_MT5
+#define INDICATOR_LEGACY_VERSION_DEFINED
+#endif
+
+#ifndef INDICATOR_LEGACY_VERSION_DEFINED
+#define INDICATOR_LEGACY_VERSION_MT5
+#define INDICATOR_LEGACY_VERSION_DEFINED
+#endif
+
 #ifdef __MQL4__
 
 #include <EA31337-classes/IndicatorBase.h>
 #include <EA31337-classes/Std.h>
 #include <EA31337-classes/Storage/ObjectsCache.h>
 #include <EA31337-classes/Util.h>
 
+#ifdef INDICATOR_LEGACY_VERSION_MT5
+
 /**
  * Replacement for future OnCalculate(). Currently not used, but could be handy in the future.
  */
@@ -338,8 +353,30 @@ DEFINE_LEGACY_INDICATOR_2(iAD, iAD, string, symbol, int, period);
 // int iATR(string symbol, ENUM_TIMEFRAMES period, int ma_period);
 DEFINE_LEGACY_INDICATOR_3(iATR, iATR, string, symbol, int, period, int, ma_period);
 
+// int iRSI(string symbol, ENUM_TIMEFRAMES period, int ma_period, int applied_price);
+#define T1 string
+#define N1 symbol
+#define T2 int
+#define N2 period
+#define T3 int
+#define N3 ma_period
+#define T4 int
+#define N4 applied_price
+DEFINE_LEGACY_INDICATOR_4(iRSI, iRSI)
+#undef T1
+#undef N1
+#undef T2
+#undef N2
+#undef T3
+#undef N3
+#undef T4
+#undef N4
+#undef T5
+#undef N5
+#undef T6
+#undef N6
+
 // int iMA(string symbol, ENUM_TIMEFRAMES period, int ma_period, int ma_shift, ENUM_MA_METHOD ma_method,
-// ENUM_APPLIED_PRICE applied_price);
 #define T1 string
 #define N1 symbol
 #define T2 int
@@ -366,4 +403,82 @@ DEFINE_LEGACY_INDICATOR_6(iMA, iMA)
 #undef T6
 #undef N6
 
-#endif
+#endif  // INDICATOR_LEGACY_VERSION_MT5
+#endif  // __MQL4__
+
+#ifdef __MQL5__
+#ifdef INDICATOR_LEGACY_VERSION_MT4
+
+/**
+ * Replacement for future StringConcatenate().
+ */
+#define StringConcatenate StringConcatenateMT4
+
+/**
+ * MQL5 wrapper of MQL4's StringConcatenate().
+ */
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
+          typename J, typename K, typename L, typename M>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k, L _l,
+                            M _m) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
+         (string)_i + (string)_j + (string)_k + (string)_l + (string)_m;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
+          typename J, typename K, typename L>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k, L _l) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
+         (string)_i + (string)_j + (string)_k + (string)_l;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
+          typename J, typename K>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
+         (string)_i + (string)_j + (string)_k;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
+          typename J>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
+         (string)_i + (string)_j;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
+         (string)_i;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F, typename G>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g;
+}
+template <typename A, typename B, typename C, typename D, typename E, typename F>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e, F _f) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f;
+}
+template <typename A, typename B, typename C, typename D, typename E>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d, E _e) {
+  return (string)_a + (string)_b + (string)_c + (string)_d + (string)_e;
+}
+template <typename A, typename B, typename C, typename D>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c, D _d) {
+  return (string)_a + (string)_b + (string)_c + (string)_d;
+}
+template <typename A, typename B, typename C>
+string StringConcatenateMT4(string& _result, A _a, B _b, C _c) {
+  return (string)_a + (string)_b + (string)_c;
+}
+template <typename A, typename B>
+string StringConcatenateMT4(string& _result, A _a, B _b) {
+  return (string)_a + (string)_b;
+}
+template <typename A>
+string StringConcatenateMT4(string& _result, A _a) {
+  return (string)_a;
+}
+
+#endif  // INDICATOR_LEGACY_VERSION_MT4
+#endif  // __MQL5__

Indicators/Indi_MA.mqh

@@ -141,11 +141,96 @@ class Indi_MA : public Indicator<IndiMAParams> {
 #ifdef __MQL4__
     return ::iMAOnArray(price, total, ma_period, ma_shift, ma_method, shift);
 #else
-    // We're reusing the same native array for each consecutive calculation.
-    NativeValueStorage<double> *_array_storage = Singleton<NativeValueStorage<double>>::Get();
-    _array_storage.SetData(price);
-
-    return iMAOnArray((ValueStorage<double> *)_array_storage, total, ma_period, ma_shift, ma_method, shift, cache);
+    if (cache != NULL) {
+      // We're reusing the same native array for each consecutive calculation.
+      NativeValueStorage<double> *_array_storage = Singleton<NativeValueStorage<double>>::Get();
+      _array_storage.SetData(price);
+
+      return iMAOnArray((ValueStorage<double> *)_array_storage, total, ma_period, ma_shift, ma_method, shift, cache);
+    } else {
+      double buf[], arr[], _result, pr, _array;
+      int pos, i, k, weight;
+      double sum, lsum;
+      if (total == 0) total = ArraySize(price);
+      if (total > 0 && total < ma_period) return (0);
+      if (shift > total - ma_period - ma_shift) return (0);
+      bool _was_series = ArrayGetAsSeries(price);
+      ArraySetAsSeries(price, true);
+      switch (ma_method) {
+        case MODE_SMA:
+          total = ArrayCopy(arr, price, 0, shift + ma_shift, ma_period);
+          if (ArrayResize(buf, total) < 0) return (0);
+          sum = 0;
+          pos = total - 1;
+          for (i = 1; i < ma_period; i++, pos--) sum += arr[pos];
+          while (pos >= 0) {
+            sum += arr[pos];
+            buf[pos] = sum / ma_period;
+            sum -= arr[pos + ma_period - 1];
+            pos--;
+          }
+          _result = buf[0];
+          break;
+        case MODE_EMA:
+          if (ArrayResize(buf, total) < 0) return (0);
+          pr = 2.0 / (ma_period + 1);
+          pos = total - 2;
+          while (pos >= 0) {
+            if (pos == total - 2) buf[pos + 1] = price[pos + 1];
+            buf[pos] = price[pos] * pr + buf[pos + 1] * (1 - pr);
+            pos--;
+          }
+          _result = buf[0];
+          break;
+        case MODE_SMMA:
+          if (ArrayResize(buf, total) < 0) return (0);
+          sum = 0;
+          pos = total - ma_period;
+          while (pos >= 0) {
+            if (pos == total - ma_period) {
+              for (i = 0, k = pos; i < ma_period; i++, k++) {
+                sum += price[k];
+                buf[k] = 0;
+              }
+            } else
+              sum = buf[pos + 1] * (ma_period - 1) + price[pos];
+            buf[pos] = sum / ma_period;
+            pos--;
+          }
+          _result = buf[0];
+          break;
+        case MODE_LWMA:
+          if (ArrayResize(buf, total) < 0) return (0);
+          sum = 0.0;
+          lsum = 0.0;
+          weight = 0;
+          pos = total - 1;
+          for (i = 1; i <= ma_period; i++, pos--) {
+            _array = price[pos];
+            sum += _array * i;
+            lsum += _array;
+            weight += i;
+          }
+          pos++;
+          i = pos + ma_period;
+          while (pos >= 0) {
+            buf[pos] = sum / weight;
+            if (pos == 0) break;
+            pos--;
+            i--;
+            _array = price[pos];
+            sum = sum - lsum + _array * ma_period;
+            lsum -= price[i];
+            lsum += _array;
+          }
+          _result = buf[0];
+          break;
+        default:
+          _result = 0;
+      }
+      ArraySetAsSeries(price, _was_series);
+      return _result;
+    }
 #endif
   }
 

Storage/ValueStorage.native.h

@@ -34,6 +34,7 @@ template <typename C>
 class NativeValueStorage : public ValueStorage<C> {
   // Dynamic native array.
   C _values[];
+  int _values_size;
 
  public:
   /**
@@ -49,7 +50,16 @@ class NativeValueStorage : public ValueStorage<C> {
   /**
    * Initializes array with given one.
    */
-  void SetData(ARRAY_REF(C, _arr)) { ArrayCopy(_values, _arr); }
+  void SetData(ARRAY_REF(C, _arr)) {
+    bool _was_series = ArrayGetAsSeries(_arr);
+    ArraySetAsSeries(_arr, false);
+    ArraySetAsSeries(_values, false);
+    ArrayResize(_values, 0);
+    ArrayCopy(_values, _arr);
+    _values_size = ArraySize(_arr);
+    ArraySetAsSeries(_arr, _was_series);
+    ArraySetAsSeries(_values, _was_series);
+  }
 
   /**
    * Initializes storage with given value.
@@ -60,7 +70,7 @@ class NativeValueStorage : public ValueStorage<C> {
    * Fetches value from a given shift. Takes into consideration as-series flag.
    */
   virtual C Fetch(int _shift) {
-    if (_shift < 0 || _shift >= ArraySize(_values)) {
+    if (_shift < 0 || _shift >= _values_size) {
       return (C)EMPTY_VALUE;
       // Print("Invalid buffer data index: ", _shift, ". Buffer size: ", ArraySize(_values));
       // DebugBreak();
@@ -77,7 +87,7 @@ class NativeValueStorage : public ValueStorage<C> {
   /**
    * Returns number of values available to fetch (size of the values buffer).
    */
-  virtual int Size() const { return ArraySize(_values); }
+  virtual int Size() const { return _values_size; }
 
   /**
    * Resizes storage to given size.